Re-sort threads with new messages
Thunderbird allows threaded viewing. If sorted by Date (not by Order Recieved) then threads with new messages will be moved to the top (if in descending view). When new messages arrive however, their threads are not automatically moved to the top, because they are not resorted. Checking for new messages does not re-sort. This can "hide" new messages, if the thread is old and off screen.
One way to force re-sorting, is to click the threading column header twice (column with chat bubble icon) to toggle sort order.
Note there seems to be a bug in Tb 1.0.x, such that clicking on the "Date" column header to sort, and then the "Threaded" header, will cause it to sort by Order Recieved, not Date. Use the menu ("View -> Sort by -> Date") to specify sorting order.
The "incomingthreads" add-on does this re-sorting for you: http://incomingthreads.mozdev.org/